Are these iMessages that are coming through? Are they using the same Apple ID?
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There is a solution for this with the iOS 6.0 update.
Item Send & Receive
In here you can select what items will allow receipt of iMessage and which address is sent with the message as reply to address.
For each son select only addresses that are unique to them, I.e. not the. Shared Apple ID email address.
If they each have a phone with a calling plan, the easiest is to make sure only the phone number is selected for each phone. Both for "can be reached at" and "start new conversations from settings. If they don't have calling plan, just use unique email for each.
I have 4 devices on 1 Apple ID and each only receives the iMessages it is supposed to.
You can get it to work, good luck.
**you can also use this to watch what a younger child is receiving on their device on your device if you choose sine you can select more than one address. It only works for iMessages and not regular text messages.